+989.0%
CBOE vs POET
+205.8%
+783.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.6% | -6.8% | -2.3% |
| 7D | -5.8% | +0.4% | -6.2% | -5.8% |
| 30D | -3.1% | -10.4% | +7.2% | -3.1% |
| 3M | -4.8% | -29.3% | +24.6% | -4.5% |
| 6M | -0.6% | +6.9% | -7.4% | -1.5% |
| YTD | +12.8% | +25.6% | -12.8% | +11.4% |
| 1Y | +19.8% | +49.2% | -29.4% | +17.8% |
| 3Y | +86.9% | +128.4% | -41.5% | +79.6% |
| 5Y | +136.5% | -4.2% | +140.7% | +128.5% |
| 10Y | +368.4% | +30.3% | +338.1% | +342.0% |
| All | +989.0% | +205.8% | +783.3% | +866.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded POET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling